I just got back from my second viewing (between my first and second viewings I also finished re-reading the book!), and I still think it was very close to the book. Sure some of the background was missing... but that's what happens when books get adapted to movies. I wouldn't have minded seeing an explanation for how Harry knew what to give Ron when he collapsed from the poison... or an explanation of how the wine was poisoned, but those really are minor points.
Having seen it twice now though, I do wish they'd included some of the battle at the castle between the Order and the Death Eaters. Still, hopefully the battle at the end of the final movie will make up for that, and even in the book, there's very little about the battle.
As a side note, it's well worth watching at an Imax, although I felt dizzy during the 3D at the start, when the Death Eaters where flying through London! The scenes in the cave were especially good up on that huge screen.